This repository holds price information for the stocks of the Standard and Poor's 500.
The list of stocks that compose the SP500 was prepared by Rufus Pollock and the Open Knowledge Foundation and can be found here. The price information was downloaded using the PooksoftAlphaVantageDataStore.jl package which is a wrapper around the AlphaVantage financial data application programming interface (API).
PooksoftAlphaVantageDataStore.jl can be installed, updated, or removed using the Julia package management system. To access the package management interface, open the Julia REPL, and start the package mode by pressing ].
While in package mode, to install PooksoftAlphaVantageDataStore.jl, issue the command:
(@v1.6) pkg> add PooksoftAlphaVantageDataStore
Alternatively, a Pluto notebook for each type of data download has also been provided. Lastly, you'll need a free API key from AlphaVantage if you want to download fresh data yourself.
The daily price data for up to 20+ years for each ticker symbol of the SP500 is provided as separate comma separated value (CSV) files where each ticker symbol appears in the filename. Each file has the columns: timestamp, open, high, low, close, adjusted_close, volume, dividend_amount and split_coefficient. Please see the AlphaVantage documentation for the meaning of the columns.
To load a dataset for ticker symbol XYZ, install the CSV.jl and DataFrames.jl packages using the Julia package manager, and issue the commands:
julia> using DataFrames, CSV
julia> df = CSV.read(<path-to-XYZ-file>, DataFrame)
This will load the price data as a Julia DataFrame.